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EVI-Emerging Asia - EDHEC-Risk

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Pan-<strong>Asia</strong>n Volatility Indicators<br />

1<br />

0.9<br />

0.8<br />

0.7<br />

0.6<br />

0.5<br />

0.4<br />

0.3<br />

0.2<br />

0.1<br />

0<br />

Japan<br />

1<br />

0.9<br />

0.8<br />

0.7<br />

0.6<br />

0.5<br />

0.4<br />

0.3<br />

0.2<br />

0.1<br />

0<br />

<strong>Emerging</strong> <strong>Asia</strong><br />

1.1<br />

0.9<br />

0.7<br />

0.5<br />

Dev <strong>Asia</strong> ex Japan<br />

The latest recession, from<br />

Dec-07 to June 09, as<br />

defined by NBER.<br />

0.3<br />

0.1<br />

-0.1<br />

Idiosyncratic volatility can<br />

be a measure of economic<br />

uncertainty.

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